论文检索

回归与分类中的估计组合AI 解读

We consider the problem of how to combine a collection of general regression fit vectors to obtain a better predictive model. The individual fits may be from subset linear regression, ridge regression, or something more complex like a neural network. We develop a general framework for this problem and examine a cross-validation—based proposal called “model mix” or “stacking” in this context. We also derive combination methods based on the bootstrap and analytic methods and…

含离散协变量单指标模型的直接半参数估计AI 解读

Others have developed average derivative estimators of the parameter β in the model E(Y|X = x) = G(xβ), where G is an unknown function and X is a random vector. These estimators are noniterative and easy to compute but require that X be continuously distributed. This article develops a noniterative, easily computed estimator of β for models in which some components of X are discrete. The estimator is n ½ consistent and asymptotically normal. An application to data on product…

游程与最长游程检验：有限马尔可夫链嵌入方法AI 解读

In this article, under very general assumptions on Bernoulli trials, a simple numerical method based on the finite Markov chain imbedding technique is systematically developed to determine (a) the joint distribution of the number of success runs and the number of successes; (b) the conditional distribution of the number of success runs given the number of successes, that is, the exact distribution of the success runs test statistic; (c) the joint distribution of the length…

重复测量数据的分位数估计AI 解读

Quantile estimators for a nonparametric components of variance situation are proposed consistency and asymptotic normality are proved. Situations with different numbers of measurements for different subjects are considered. Measurements on separate subjects are assumed to be independent, whereas measurements on the same subject have a fixed dependence. The estimators are obtained by inverting weighted empirical distribution functions. An “optimal” estimator and a simple…

周期结构与季节单位根检验AI 解读

The standard testing procedures for seasonal unit roots developed so far have been based mainly on time-invariant autoregressive integrated moving average (ARIMA) processes with AR polynomials involving seasonal differencing. One attractive alternative is to use periodic ARMA models. Convenient procedures are presented for testing for the presence of unit roots at the zero and seasonal frequencies in periodic time series. The limiting distributions are derived and tabulated…

局部自适应密度估计研究AI 解读

Theoretical and practical aspects of the sample-point adaptive positive kernel density estimator are examined. A closed-form expression for the mean integrated squared error is obtained through the device of preprocessing the data by binning. With this expression, the exact behavior of the optimally adaptive smoothing parameter function is studied for the first time. The approach differs from most earlier techniques in that bias of the adaptive estimator remains O(h 2) and…

泊松点过程强度函数的自助法置信域AI 解读

Bootstrap methods are developed for constructing confidence regions for the intensity function of a nonstationary Poisson process. Several different resampling algorithms are suggested, ranging from resampling a Poisson process with intensity equal to that estimated nonparametrically from the data to resampling the data points themselves in the same manner that the bootstrap is used in problems involving independent and identically distributed observations. For each…

借用信息的非同质性分析AI 解读

This article develops a “borrowed strength” methodology for estimating local probability densities in a random field. Under a piecewise stationarity condition similarities between the densities in different regions of the field can be exploited by estimating a global mixture density and imposing the parameter-space support of this borrowed strength estimate on the local estimation problems. The local estimates are then used in an analysis of the homogeneity of the field,…

癌症一级与二级预防效果的分别估计：皮肤自检与黑色素瘤病例对照研究AI 解读

Case-control studies increasingly have been used to evaluate the impact of cancer screening strategies. In this context the intent of the screening test has been to reduce cancer mortality by early detection of cancers, permitting curative therapy in some patients who would die of the disease if diagnosis were delayed until the disease was detected clinically. This phenomenon is known as secondary prevention. In an analysis of a case-control study of skin self-examination…

响应依赖的回顾性抽样中的最优估计AI 解读

In more conventional analytic surveys, we sample the response variates y through a sampling design that is dependent on the covariate x. The x values are assumed known for all the units in the population. However, contrary to these situations, there are areas of statistical application when the values of the response variable are known for all the individuals but not the values of covariate (for example, in epidemiology and reliability). Here we sample the x values the…

有限混合模型的最小 Hellinger 距离估计AI 解读

Minimum Hellinger distance estimates are considered for finite mixture models when the exact forms of the component densities are unknown in detail but are thought to be close to members of some parametric family. Minimum Hellinger distance estimates are asymptotically efficient if the data come from a member of the parametric family and are robust to certain departures from the parametric family. A new algorithm is introduced that is similar to the EM algorithm a…

校准问题中独立研究的组合AI 解读

The problem of calibration in which the response variable is measured by k different methods or using different instruments is considered. It is well known that the usual classical estimator for the unknown explanatory variable has infinite mean and mean squared error when k = 1. In this article a linear combination of the classical estimators is proposed. It is shown that the combined estimator has finite mean provided that k ≥ 2 and finite mean squared error provided that…

多元指数加权移动平均控制图的马尔可夫链模型AI 解读

A Markov chain approximation is used to determine the run length performance of a multivariate statistical process control chart. The Markov chain approach is widely used in the analysis of univariate control charts we extend the advantages of this type of analysis to a multivariate exponentially weighted moving averages control chart. The analysis can be applied whenever the multivariate control statistic can be modeled as a Markov chain and the run length performance…

基于自助法的相依与独立观测控制图AI 解读

Shewhart charts are widely accepted as standard tools for monitoring manufacturing processes of univariate, independent “nearly” normal measurements. They are not as well developed beyond these types of data. We generalize the idea of Shewhart charts to cover other types of data commonly encountered in practice. More specifically, we develop some valid control charts for dependent data and for independent data that are not necessarily “nearly” normal. We derive the proposed…

一致随机序约束下的生存函数估计AI 解读

If S and T are survival functions for two life distributions, then S is said to be uniformly stochastically smaller than T, denoted by S ≪ T, if θ(x) ≡ S(x)/T(x) is nonincreasing in x on {x: T(x) > 0}. This ordering is transitive. Uniform stochastic ordering (USO) has found important applications in nonparametric accelerated life testing, among other areas. It has been shown that the nonparametric maximum likelihood estimator (NPMLE) of S under USO when T is known is…

尾指数估计、帕累托分位数图与回归诊断AI 解读

Successful application of extreme value statistics for estimating the Pareto tail index relies heavily on the choice of the number of extreme values taken into account. It is shown that these tail index estimators can be considered estimates of the slope at the right upper tail of a Pareto quantile plot, obtained using a weighted least squares algorithm. From this viewpoint, based on classical ideas on regression diagnostics, algorithms can be constructed searching for that…

摘要暂缺

利用非参数回归技术检验多项式回归模型AI 解读

In regression analysis, it is important to test the validity of the assumed model prior to making inferences regarding the population of interest. In this investigation, we utilize nonparametric regression techniques to test the validity of a kth order polynomial regression model. The departures from the polynomial model are assumed to belong to a smooth class of functions; a parametric form is not assumed. A test based on nonparametric regression fits to the residuals from…

平衡不完全重复测量设计中的秩变换方法AI 解读

Asymptotic properties of statistics designed to detect general alternatives in compound symmetric balanced incomplete repeated-measures designs with fixed treatment effects are investigated. Included in this study are the analysis of variance (ANOVA) F statistic, its rank transform Durbin's statistic. By making asymptotic relative efficiency comparisions among these statistics when they have been computed with and without mean alignment, valuable new insight into their…

简单重复测量设计的方向间检验AI 解读

Interdirection tests are proposed for a simple repeated-measures design. The test statistics proposed are applications of the one-sample interdirection sign test and interdirection signed-rank test to a repeated-measurement setting. The interdirection sign test has a small-sample distribution-free property and includes the two-sided univariate sign test and Blumen's bivariate sign test as special cases. The interdirection signed-rank test includes the two-sided univariate…

可交换二元数据的独立性、处理异质性与剂量趋势检验AI 解读

Existing methods of testing for treatment effects for clustered binary data include the beta-binomial, quasilikelihood GEE procedures. All of these methods revolve around the mean response and the second-order correlation. However, these two parameters alone do not fully determine the effect of treatment. This article develops nonparametric likelihood ratio procedures to test for independence, heterogeneity dose-related trend in dose—response studies involving exchangeable…

离散持续期与竞争风险模型中风险率及时变效应的平滑估计AI 解读

State-space or dynamic approaches to discrete or grouped duration data with competing risks or multiple terminating events allow simultaneous modeling and smooth estimation of hazard functions and time-varying effects in a flexible way. Full Bayesian or posterior mean estimation, using numerical integration techniques or Monte Carlo methods, can become computationally rather demanding or even infeasible for higher dimensions and larger datasets. Therefore, based on previous…

双变量随机删失数据的密度估计AI 解读

In this article we construct a kernel estimate of the probability density function from bivariate data that have been randomly censored. We study the large-sample properties of the proposed estimator using a strong approximation result. We establish consistency and asymptotic normality and give a convenient representation of the kernel density estimator. Simulation studies show that the proposed procedure gives a good estimate of the true density function even when the…

基于频域自助法的传递函数模型拟合检验AI 解读

Transfer function models have been used for modeling the linear dependence between stationary time series and for improving the accuracy of forecasts. This article proposes a method to evaluate the fit of such a model by comparing certain frequency domain functionals of the model with those of the data using a model-based bootstrap algorithm. The method works by checking the ability of the fitted model to reproduce the dynamic relationship and the linear dependence structure…